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A Python Package for Convex Regression

Project description

New release Documentation Status PyPI downloads

cvxreg is a Python package for machine learing with convex regression models built on CVXPY.

The core aims of this package are:

  • make convex regression models "easy to call" from python,
  • interface with CVXPY,
  • focus on a "machine learning" perspective, i.e.: predictive task, hyper-parameters should be obtained by a data-driven method such as cross-validation.

Installation

The cvxreg package is now avaiable on PyPI and the latest development version can be installed from the Github repository ConvexRegression. Please feel free to download and test it. We welcome any bug reports and feedback.

PyPI

pip install cvxreg

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